578a5abb68
* - add padding calculation in same mode in causal conv1d op for right mkl paddings Signed-off-by: Yurii <iuriish@yahoo.com> * - correct causal condition in mkldnnUtils.cpp Signed-off-by: Yurii <iuriish@yahoo.com> * - correct some code which caused additional round errors is betainc op Signed-off-by: Yurii <iuriish@yahoo.com> * - put float in place of template parameter in nan assign in betainc op Signed-off-by: Yurii <iuriish@yahoo.com>
141 lines
4.6 KiB
C++
141 lines
4.6 KiB
C++
/*******************************************************************************
|
||
* Copyright (c) 2015-2018 Skymind, Inc.
|
||
*
|
||
* This program and the accompanying materials are made available under the
|
||
* terms of the Apache License, Version 2.0 which is available at
|
||
* https://www.apache.org/licenses/LICENSE-2.0.
|
||
*
|
||
* Unless required by applicable law or agreed to in writing, software
|
||
* distributed under the License is distributed on an "AS IS" BASIS, WITHOUT
|
||
* WARRANTIES OR CONDITIONS OF ANY KIND, either express or implied. See the
|
||
* License for the specific language governing permissions and limitations
|
||
* under the License.
|
||
*
|
||
* SPDX-License-Identifier: Apache-2.0
|
||
******************************************************************************/
|
||
|
||
//
|
||
// Created by Yurii Shyrma on 11.12.2017
|
||
//
|
||
|
||
#include<cmath>
|
||
#include <DataTypeUtils.h>
|
||
#include<ops/declarable/helpers/betaInc.h>
|
||
#include <NDArrayFactory.h>
|
||
#include <execution/Threads.h>
|
||
|
||
namespace nd4j {
|
||
namespace ops {
|
||
namespace helpers {
|
||
|
||
///////////////////////////////////////////////////////////////////
|
||
// modified Lentz’s algorithm for continued fractions,
|
||
// reference: Lentz, W.J. 1976, “Generating Bessel Functions in Mie Scattering Calculations Using Continued Fractions”
|
||
|
||
template <typename T>
|
||
static T continuedFraction(const T a, const T b, const T x) {
|
||
|
||
const T min = DataTypeUtils::min<T>() / DataTypeUtils::eps<T>();
|
||
const T aPlusb = a + b;
|
||
T val, aPlus2i;
|
||
|
||
T t2 = 1;
|
||
T t1 = static_cast<T>(1) - aPlusb * x / (a + static_cast<T>(1));
|
||
if(math::nd4j_abs<T>(t1) < min)
|
||
t1 = min;
|
||
t1 = static_cast<T>(1) / t1;
|
||
T result = t1;
|
||
|
||
for(uint i = 1; i <= maxIter; ++i) {
|
||
|
||
aPlus2i = a + static_cast<T>(2*i);
|
||
val = i * (b - i) * x / ((aPlus2i - static_cast<T>(1)) * aPlus2i);
|
||
// t1
|
||
t1 = static_cast<T>(1) + val * t1;
|
||
if(math::nd4j_abs<T>(t1) < min)
|
||
t1 = min;
|
||
t1 = static_cast<T>(1) / t1;
|
||
// t2
|
||
t2 = static_cast<T>(1) + val / t2;
|
||
if(math::nd4j_abs<T>(t2) < min)
|
||
t2 = min;
|
||
// result
|
||
result *= t2 * t1;
|
||
val = -(a + i) * (aPlusb + i) * x / ((aPlus2i + static_cast<T>(1)) * aPlus2i);
|
||
// t1
|
||
t1 = static_cast<T>(1) + val * t1;
|
||
if(math::nd4j_abs<T>(t1) < min)
|
||
t1 = min;
|
||
t1 = static_cast<T>(1) / t1;
|
||
// t2
|
||
t2 = static_cast<T>(1) + val / t2;
|
||
if(math::nd4j_abs<T>(t2) < min)
|
||
t2 = min;
|
||
// result
|
||
val = t2 * t1;
|
||
result *= val;
|
||
|
||
// condition to stop loop
|
||
if(math::nd4j_abs<T>(val - static_cast<T>(1)) <= DataTypeUtils::eps<T>())
|
||
return result;
|
||
}
|
||
|
||
return DataTypeUtils::infOrMax<T>(); // no convergence, more iterations is required, return infinity
|
||
}
|
||
|
||
///////////////////////////////////////////////////////////////////
|
||
// evaluates incomplete beta function for positive a and b, and x between 0 and 1.
|
||
template <typename T>
|
||
static T betaIncCore(T a, T b, T x) {
|
||
// if (a <= (T)0. || b <= (T)0.)
|
||
// throw("betaInc function: a and b must be > 0 !");
|
||
|
||
// if (x < (T)0. || x > (T)1.)
|
||
// throw("betaInc function: x must be within (0, 1) interval !");
|
||
|
||
|
||
// t^{n-1} * (1 - t)^{n-1} is symmetric function with respect to x = 0.5
|
||
if(a == b && x == static_cast<T>(0.5))
|
||
return static_cast<T>(0.5);
|
||
|
||
if (x == static_cast<T>(0) || x == static_cast<T>(1))
|
||
return x;
|
||
|
||
const T gammaPart = lgamma(a) + lgamma(b) - lgamma(a + b);
|
||
const T front = math::nd4j_exp<T,T>(math::nd4j_log<T, T>(x) * a + math::nd4j_log<T, T>(1.f - x) * b - gammaPart);
|
||
|
||
if (x <= (a + static_cast<T>(1)) / (a + b + static_cast<T>(2)))
|
||
return front * continuedFraction<T>(a, b, x) / a;
|
||
else // symmetry relation
|
||
return static_cast<T>(1) - front * continuedFraction<T>(b, a, static_cast<T>(1) - x) / b;
|
||
}
|
||
|
||
///////////////////////////////////////////////////////////////////
|
||
template<typename T>
|
||
static void betaIncForArray(nd4j::LaunchContext * context, const NDArray& a, const NDArray& b, const NDArray& x, NDArray& output) {
|
||
|
||
int xLen = x.lengthOf();
|
||
|
||
auto func = PRAGMA_THREADS_FOR {
|
||
for (auto i = start; i < stop; i += increment)
|
||
output.t<T>(i) = betaIncCore<T>(a.t<T>(i), b.t<T>(i), x.t<T>(i));
|
||
};
|
||
|
||
samediff::Threads::parallel_for(func, 0, xLen);
|
||
}
|
||
|
||
///////////////////////////////////////////////////////////////////
|
||
// overload betaInc for arrays, shapes of a, b and x must be the same !!!
|
||
void betaInc(nd4j::LaunchContext * context, const NDArray& a, const NDArray& b, const NDArray& x, NDArray& output) {
|
||
auto xType = a.dataType();
|
||
BUILD_SINGLE_SELECTOR(xType, betaIncForArray, (context, a, b, x, output), FLOAT_TYPES);
|
||
}
|
||
|
||
BUILD_SINGLE_TEMPLATE(template void betaIncForArray, (nd4j::LaunchContext * context, const NDArray& a, const NDArray& b, const NDArray& x, NDArray& output), FLOAT_TYPES);
|
||
|
||
|
||
}
|
||
}
|
||
}
|
||
|